Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Minute (M1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=104; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; TopupDirection=0; PLGHelp="===================================="; PriceGap=24; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=1.4; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=90; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=15; Run_ReentryAfterProfit=1; TODHelp="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OSHelp="===================================="; MaxSpread=6; CloseoutTextColour=Gray; CloseoutTextDisplay=1; ApproxCloseoutLevelColour=Salmon; CFDTickScaling=0; MagicNumber=211228; | ||||
Bars in test | 373051 | Ticks modelled | 3561195 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -7367.15 | Gross profit | 9619.91 | Gross loss | -16987.06 |
Profit factor | 0.57 | Expected payoff | -120.77 | ||
Absolute drawdown | 7367.15 | Maximal drawdown | 11627.03 (81.54%) | Relative drawdown | 81.54% (11627.03) |
Total trades | 61 | Short positions (won %) | 38 (52.63%) | Long positions (won %) | 23 (69.57%) |
Profit trades (% of total) | 36 (59.02%) | Loss trades (% of total) | 25 (40.98%) | ||
Largest | profit trade | 592.37 | loss trade | -3101.37 | |
Average | profit trade | 267.22 | loss trade | -679.48 | |
Maximum | consecutive wins (profit in money) | 6 (1614.21) | consecutive losses (loss in money) | 8 (-11548.63) | |
Maximal | consecutive profit (count of wins) | 1689.08 (5) | consecutive loss (count of losses) | -11548.63 (8) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 00:00 | buy | 1 | 1.40 | 0.66126 | 0.00000 | 0.00000 | ||
2 | 2023.05.01 03:47 | close | 1 | 1.40 | 0.66337 | 0.00000 | 0.00000 | 295.40 | 10295.40 |
3 | 2023.05.01 03:47 | buy | 2 | 1.40 | 0.66367 | 0.00000 | 0.00000 | ||
4 | 2023.05.01 12:54 | close | 2 | 1.40 | 0.66577 | 0.00000 | 0.00000 | 294.00 | 10589.40 |
5 | 2023.05.01 12:54 | sell | 3 | 1.40 | 0.66577 | 0.00000 | 0.00000 | ||
6 | 2023.05.01 15:24 | close | 3 | 1.40 | 0.66367 | 0.00000 | 0.00000 | 294.00 | 10883.40 |
7 | 2023.05.01 15:24 | sell | 4 | 1.40 | 0.66337 | 0.00000 | 0.00000 | ||
8 | 2023.05.02 04:30 | sell | 5 | 1.26 | 0.66675 | 0.00000 | 0.00000 | ||
9 | 2023.05.02 04:39 | sell | 6 | 1.13 | 0.66938 | 0.00000 | 0.00000 | ||
10 | 2023.05.02 14:55 | close | 6 | 1.13 | 0.66622 | 0.00000 | 0.00000 | 357.08 | 11240.48 |
11 | 2023.05.02 14:55 | close | 5 | 1.26 | 0.66622 | 0.00000 | 0.00000 | 66.78 | 11307.26 |
12 | 2023.05.02 14:55 | close | 4 | 1.40 | 0.66622 | 0.00000 | 0.00000 | -397.49 | 10909.77 |
13 | 2023.05.02 14:55 | sell | 7 | 1.40 | 0.66592 | 0.00000 | 0.00000 | ||
14 | 2023.05.03 17:28 | sell | 8 | 1.26 | 0.66832 | 0.00000 | 0.00000 | ||
15 | 2023.05.03 18:35 | close | 8 | 1.26 | 0.66692 | 0.00000 | 0.00000 | 176.40 | 11086.17 |
16 | 2023.05.03 18:35 | close | 7 | 1.40 | 0.66692 | 0.00000 | 0.00000 | -138.49 | 10947.69 |
17 | 2023.05.03 18:35 | sell | 9 | 1.40 | 0.66662 | 0.00000 | 0.00000 | ||
18 | 2023.05.03 18:40 | sell | 10 | 1.26 | 0.66902 | 0.00000 | 0.00000 | ||
19 | 2023.05.03 18:50 | close | 10 | 1.26 | 0.66754 | 0.00000 | 0.00000 | 186.48 | 11134.17 |
20 | 2023.05.03 18:50 | close | 9 | 1.40 | 0.66754 | 0.00000 | 0.00000 | -128.80 | 11005.37 |
21 | 2023.05.03 18:50 | sell | 11 | 1.40 | 0.66724 | 0.00000 | 0.00000 | ||
22 | 2023.05.03 22:20 | close | 11 | 1.40 | 0.66513 | 0.00000 | 0.00000 | 295.40 | 11300.77 |
23 | 2023.05.03 22:20 | buy | 12 | 1.40 | 0.66513 | 0.00000 | 0.00000 | ||
24 | 2023.05.04 01:41 | close | 12 | 1.40 | 0.66729 | 0.00000 | 0.00000 | 289.30 | 11590.07 |
25 | 2023.05.04 01:41 | buy | 13 | 1.40 | 0.66759 | 0.00000 | 0.00000 | ||
26 | 2023.05.04 05:13 | close | 13 | 1.40 | 0.66972 | 0.00000 | 0.00000 | 298.20 | 11888.27 |
27 | 2023.05.04 05:13 | sell | 14 | 1.40 | 0.66972 | 0.00000 | 0.00000 | ||
28 | 2023.05.04 06:21 | close | 14 | 1.40 | 0.66756 | 0.00000 | 0.00000 | 302.40 | 12190.67 |
29 | 2023.05.04 06:21 | sell | 15 | 1.40 | 0.66726 | 0.00000 | 0.00000 | ||
30 | 2023.05.04 16:47 | sell | 16 | 1.26 | 0.66969 | 0.00000 | 0.00000 | ||
31 | 2023.05.05 02:52 | sell | 17 | 1.13 | 0.67212 | 0.00000 | 0.00000 | ||
32 | 2023.05.05 12:30 | close | 17 | 1.13 | 0.66905 | 0.00000 | 0.00000 | 346.91 | 12537.58 |
33 | 2023.05.05 12:30 | close | 16 | 1.26 | 0.66905 | 0.00000 | 0.00000 | 82.00 | 12619.58 |
34 | 2023.05.05 12:30 | close | 15 | 1.40 | 0.66905 | 0.00000 | 0.00000 | -249.09 | 12370.50 |
35 | 2023.05.05 12:30 | sell | 18 | 1.40 | 0.66875 | 0.00000 | 0.00000 | ||
36 | 2023.05.05 12:31 | sell | 19 | 1.26 | 0.67123 | 0.00000 | 0.00000 | ||
37 | 2023.05.05 14:21 | sell | 20 | 1.13 | 0.67368 | 0.00000 | 0.00000 | ||
38 | 2023.05.08 02:29 | sell | 21 | 1.02 | 0.67617 | 0.00000 | 0.00000 | ||
39 | 2023.05.08 06:19 | sell | 22 | 0.91 | 0.67857 | 0.00000 | 0.00000 | ||
40 | 2023.05.10 12:50 | sell | 23 | 0.82 | 0.68101 | 0.00000 | 0.00000 | ||
41 | 2023.05.11 07:07 | close | 23 | 0.82 | 0.67404 | 0.00000 | 0.00000 | 574.20 | 12944.70 |
42 | 2023.05.11 07:07 | close | 22 | 0.91 | 0.67404 | 0.00000 | 0.00000 | 417.15 | 13361.85 |
43 | 2023.05.11 07:07 | close | 21 | 1.02 | 0.67404 | 0.00000 | 0.00000 | 222.78 | 13584.63 |
44 | 2023.05.11 07:07 | close | 20 | 1.13 | 0.67404 | 0.00000 | 0.00000 | -33.34 | 13551.29 |
45 | 2023.05.11 07:07 | close | 19 | 1.26 | 0.67404 | 0.00000 | 0.00000 | -345.88 | 13205.41 |
46 | 2023.05.11 07:07 | close | 18 | 1.40 | 0.67404 | 0.00000 | 0.00000 | -731.51 | 12473.90 |
47 | 2023.05.11 07:07 | buy | 24 | 1.40 | 0.67404 | 0.00000 | 0.00000 | ||
48 | 2023.05.11 13:07 | buy | 25 | 1.26 | 0.67190 | 0.00000 | 0.00000 | ||
49 | 2023.05.11 14:07 | buy | 26 | 1.13 | 0.66976 | 0.00000 | 0.00000 | ||
50 | 2023.05.12 12:22 | buy | 27 | 1.02 | 0.66759 | 0.00000 | 0.00000 | ||
51 | 2023.05.12 14:50 | buy | 28 | 0.91 | 0.66546 | 0.00000 | 0.00000 | ||
52 | 2023.05.15 16:47 | close | 28 | 0.91 | 0.67035 | 0.00000 | 0.00000 | 442.15 | 12916.05 |
53 | 2023.05.15 16:47 | close | 27 | 1.02 | 0.67035 | 0.00000 | 0.00000 | 278.34 | 13194.39 |
54 | 2023.05.15 16:47 | close | 26 | 1.13 | 0.67035 | 0.00000 | 0.00000 | 59.62 | 13254.01 |
55 | 2023.05.15 16:47 | close | 25 | 1.26 | 0.67035 | 0.00000 | 0.00000 | -203.16 | 13050.85 |
56 | 2023.05.15 16:47 | close | 24 | 1.40 | 0.67035 | 0.00000 | 0.00000 | -525.33 | 12525.51 |
57 | 2023.05.15 16:47 | sell | 29 | 1.40 | 0.67035 | 0.00000 | 0.00000 | ||
58 | 2023.05.16 05:37 | close | 29 | 1.40 | 0.66825 | 0.00000 | 0.00000 | 295.51 | 12821.03 |
59 | 2023.05.16 05:37 | sell | 30 | 1.40 | 0.66795 | 0.00000 | 0.00000 | ||
60 | 2023.05.16 15:13 | close | 30 | 1.40 | 0.66584 | 0.00000 | 0.00000 | 295.40 | 13116.43 |
61 | 2023.05.16 15:13 | buy | 31 | 1.40 | 0.66584 | 0.00000 | 0.00000 | ||
62 | 2023.05.17 06:10 | buy | 32 | 1.26 | 0.66366 | 0.00000 | 0.00000 | ||
63 | 2023.05.17 07:09 | close | 32 | 1.26 | 0.66489 | 0.00000 | 0.00000 | 154.98 | 13271.41 |
64 | 2023.05.17 07:09 | close | 31 | 1.40 | 0.66489 | 0.00000 | 0.00000 | -137.37 | 13134.04 |
65 | 2023.05.17 07:09 | buy | 33 | 1.40 | 0.66519 | 0.00000 | 0.00000 | ||
66 | 2023.05.18 12:49 | buy | 34 | 1.26 | 0.66301 | 0.00000 | 0.00000 | ||
67 | 2023.05.18 13:56 | buy | 35 | 1.13 | 0.66091 | 0.00000 | 0.00000 | ||
68 | 2023.05.19 00:26 | close | 35 | 1.13 | 0.66330 | 0.00000 | 0.00000 | 266.55 | 13400.59 |
69 | 2023.05.19 00:26 | close | 34 | 1.26 | 0.66330 | 0.00000 | 0.00000 | 32.61 | 13433.20 |
70 | 2023.05.19 00:26 | close | 33 | 1.40 | 0.66330 | 0.00000 | 0.00000 | -282.07 | 13151.13 |
71 | 2023.05.19 00:26 | buy | 36 | 1.40 | 0.66360 | 0.00000 | 0.00000 | ||
72 | 2023.05.19 09:36 | close | 36 | 1.40 | 0.66573 | 0.00000 | 0.00000 | 298.20 | 13449.33 |
73 | 2023.05.19 09:36 | sell | 37 | 1.40 | 0.66573 | 0.00000 | 0.00000 | ||
74 | 2023.05.22 06:09 | close | 37 | 1.40 | 0.66349 | 0.00000 | 0.00000 | 315.11 | 13764.45 |
75 | 2023.05.22 06:09 | sell | 38 | 1.40 | 0.66319 | 0.00000 | 0.00000 | ||
76 | 2023.05.23 00:02 | sell | 39 | 1.26 | 0.66559 | 0.00000 | 0.00000 | ||
77 | 2023.05.23 07:01 | close | 39 | 1.26 | 0.66422 | 0.00000 | 0.00000 | 172.62 | 13937.07 |
78 | 2023.05.23 07:01 | close | 38 | 1.40 | 0.66422 | 0.00000 | 0.00000 | -142.69 | 13794.38 |
79 | 2023.05.23 07:01 | buy | 40 | 1.40 | 0.66422 | 0.00000 | 0.00000 | ||
80 | 2023.05.23 10:00 | buy | 41 | 1.26 | 0.66210 | 0.00000 | 0.00000 | ||
81 | 2023.05.24 02:05 | buy | 42 | 1.13 | 0.65994 | 0.00000 | 0.00000 | ||
82 | 2023.05.24 07:18 | buy | 43 | 1.02 | 0.65780 | 0.00000 | 0.00000 | ||
83 | 2023.05.24 13:46 | buy | 44 | 0.91 | 0.65559 | 0.00000 | 0.00000 | ||
84 | 2023.05.24 14:54 | buy | 45 | 0.82 | 0.65342 | 0.00000 | 0.00000 | ||
85 | 2023.05.25 13:32 | buy | 46 | 0.74 | 0.65129 | 0.00000 | 0.00000 | ||
86 | 2023.05.31 05:09 | buy | 47 | 0.66 | 0.64918 | 0.00000 | 0.00000 | ||
87 | 2023.06.02 00:08 | close | 47 | 0.66 | 0.65828 | 0.00000 | 0.00000 | 592.37 | 14386.75 |
88 | 2023.06.02 00:08 | close | 46 | 0.74 | 0.65828 | 0.00000 | 0.00000 | 498.80 | 14885.54 |
89 | 2023.06.02 00:08 | close | 45 | 0.82 | 0.65828 | 0.00000 | 0.00000 | 370.39 | 15255.93 |
90 | 2023.06.02 00:08 | close | 44 | 0.91 | 0.65828 | 0.00000 | 0.00000 | 213.57 | 15469.50 |
91 | 2023.06.02 00:08 | close | 43 | 1.02 | 0.65828 | 0.00000 | 0.00000 | 13.96 | 15483.46 |
92 | 2023.06.02 00:08 | close | 42 | 1.13 | 0.65828 | 0.00000 | 0.00000 | -226.35 | 15257.11 |
93 | 2023.06.02 00:08 | close | 41 | 1.26 | 0.65828 | 0.00000 | 0.00000 | -528.48 | 14728.63 |
94 | 2023.06.02 00:08 | close | 40 | 1.40 | 0.65828 | 0.00000 | 0.00000 | -884.00 | 13844.63 |
95 | 2023.06.02 00:08 | sell | 48 | 1.40 | 0.65828 | 0.00000 | 0.00000 | ||
96 | 2023.06.02 02:51 | sell | 49 | 1.26 | 0.66076 | 0.00000 | 0.00000 | ||
97 | 2023.06.02 09:20 | sell | 50 | 1.13 | 0.66319 | 0.00000 | 0.00000 | ||
98 | 2023.06.02 12:30 | close | 50 | 1.13 | 0.66050 | 0.00000 | 0.00000 | 303.97 | 14148.60 |
99 | 2023.06.02 12:30 | close | 49 | 1.26 | 0.66050 | 0.00000 | 0.00000 | 32.76 | 14181.36 |
100 | 2023.06.02 12:30 | close | 48 | 1.40 | 0.66050 | 0.00000 | 0.00000 | -310.80 | 13870.56 |
101 | 2023.06.02 12:30 | sell | 51 | 1.40 | 0.66020 | 0.00000 | 0.00000 | ||
102 | 2023.06.02 12:34 | sell | 52 | 1.26 | 0.66294 | 0.00000 | 0.00000 | ||
103 | 2023.06.02 12:53 | close | 52 | 1.26 | 0.66144 | 0.00000 | 0.00000 | 189.00 | 14059.56 |
104 | 2023.06.02 12:53 | close | 51 | 1.40 | 0.66144 | 0.00000 | 0.00000 | -173.60 | 13885.96 |
105 | 2023.06.02 12:53 | sell | 53 | 1.40 | 0.66114 | 0.00000 | 0.00000 | ||
106 | 2023.06.05 01:35 | close | 53 | 1.40 | 0.65904 | 0.00000 | 0.00000 | 295.51 | 14181.48 |
107 | 2023.06.05 01:35 | sell | 54 | 1.40 | 0.65874 | 0.00000 | 0.00000 | ||
108 | 2023.06.05 13:28 | sell | 55 | 1.26 | 0.66115 | 0.00000 | 0.00000 | ||
109 | 2023.06.05 14:06 | sell | 56 | 1.13 | 0.66356 | 0.00000 | 0.00000 | ||
110 | 2023.06.06 04:30 | sell | 57 | 1.02 | 0.66698 | 0.00000 | 0.00000 | ||
111 | 2023.06.07 10:27 | sell | 58 | 0.91 | 0.66939 | 0.00000 | 0.00000 | ||
112 | 2023.06.09 06:37 | sell | 59 | 0.82 | 0.67181 | 0.00000 | 0.00000 | ||
113 | 2023.06.09 14:15 | sell | 60 | 0.74 | 0.67424 | 0.00000 | 0.00000 | ||
114 | 2023.06.12 08:09 | sell | 61 | 0.66 | 0.67665 | 0.00000 | 0.00000 | ||
115 | 2023.06.14 13:03 | close at stop | 61 | 0.66 | 0.68099 | 0.00000 | 0.00000 | -285.01 | 13896.47 |
116 | 2023.06.14 13:03 | close at stop | 60 | 0.74 | 0.68099 | 0.00000 | 0.00000 | -497.10 | 13399.37 |
117 | 2023.06.14 13:03 | close at stop | 59 | 0.82 | 0.68099 | 0.00000 | 0.00000 | -750.10 | 12649.27 |
118 | 2023.06.14 13:03 | close at stop | 58 | 0.91 | 0.68099 | 0.00000 | 0.00000 | -1048.71 | 11600.56 |
119 | 2023.06.14 13:03 | close at stop | 57 | 1.02 | 0.68099 | 0.00000 | 0.00000 | -1420.19 | 10180.37 |
120 | 2023.06.14 13:03 | close at stop | 56 | 1.13 | 0.68099 | 0.00000 | 0.00000 | -1958.59 | 8221.79 |
121 | 2023.06.14 13:03 | close at stop | 55 | 1.26 | 0.68099 | 0.00000 | 0.00000 | -2487.57 | 5734.22 |
122 | 2023.06.14 13:03 | close at stop | 54 | 1.40 | 0.68099 | 0.00000 | 0.00000 | -3101.37 | 2632.85 |